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Event prediction in the continuous-time domain is a crucial but rather difficult task. Temporal point process (TPP) learning models have shown great advantages in this area. Existing models mainly focus on encoding global contexts of events…

Machine Learning · Computer Science 2023-06-27 Wang-Tao Zhou , Zhao Kang , Ling Tian , Yi Su

Hawkes Processes capture self-excitation and mutual-excitation between events when the arrival of an event makes future events more likely to happen. Identification of such temporal covariance can reveal the underlying structure to better…

Machine Learning · Computer Science 2020-06-03 Rafael Lima , Jaesik Choi

Continual learning could shift the machine learning paradigm from data centric to model centric. A continual learning model needs to scale efficiently to handle semantically different datasets, while avoiding unnecessary growth. We…

Machine Learning · Computer Science 2020-10-13 Ahmad Berjaoui

Hawkes processes have been shown to be efficient in modeling bursty sequences in a variety of applications, such as finance and social network activity analysis. Traditionally, these models parameterize each process independently and assume…

Machine Learning · Computer Science 2021-02-02 Mengfan Yao , Siqian Zhao , Shaghayegh Sahebi , Reza Feyzi Behnagh

This paper proposes a new approach for change point detection in multivariate Hawkes processes using Fr\'echet statistic of a network. The method splits the point process into overlapping windows, estimates kernel matrices in each window,…

Machine Learning · Statistics 2025-01-23 Rui Luo , Vikram Krishnamurthy

The User Datagram Protocol (UDP) and other similar protocols send the application data from the source machine to the destination machine inside segments, without foreseeing nor allowing for any type of control on the transmission or…

Networking and Internet Architecture · Computer Science 2020-07-02 Fábio Machado Gil , Nuno M. Garcia , Bárbara Matos , Nuno Pombo , Rossitza Goleva , Ciprian Dobre

Transformers have achieved great success in effectively processing sequential data such as text. Their architecture consisting of several attention and feedforward blocks can model relations between elements of a sequence in parallel…

Machine Learning · Computer Science 2025-02-20 Jaemu Heo , Eldor Fozilov , Hyunmin Song , Taehwan Kim

Predictive models in acute care settings must be able to immediately recognize precipitous changes in a patient's status when presented with data reflecting such changes. Recurrent neural networks (RNNs) have become common for training and…

Machine Learning · Computer Science 2020-07-30 David Ledbetter , Eugene Laksana , Melissa Aczon , Randall Wetzel

In this work, we propose to catch the complexity of the membrane potential's dynamic of a motoneuron between its spikes, taking into account the spikes from other neurons around. Our approach relies on two types of data: extracellular…

Statistics Theory · Mathematics 2021-08-03 Anna Bonnet , Charlotte Dion , François Gindraud , Sarah Lemler

Multivariate time series forecasting plays a pivotal role in numerous real-world applications, including financial analysis, energy management, and traffic planning. While Transformer-based architectures have gained popularity for this…

Machine Learning · Computer Science 2026-05-01 Pourya Zamanvaziri , Amirhossein Sadr , Aida Pakniyat , Dara Rahmati

Convolutional neural networks (CNN) have become one of the most popular machine learning tools and are being applied in various tasks, however, CNN models are vulnerable to universal perturbations, which are usually human-imperceptible but…

Machine Learning · Computer Science 2020-01-07 Jiazhu Dai , Le Shu

Sequential learning systems are used in a wide variety of problems from decision making to optimization, where they provide a 'belief' (opinion) to nature, and then update this belief based on the feedback (result) to minimize (or maximize)…

Machine Learning · Computer Science 2020-09-22 Kaan Gokcesu , Hakan Gokcesu

Currently, this paper is under review in IEEE. Transformers have intrigued the vision research community with their state-of-the-art performance in natural language processing. With their superior performance, transformers have found their…

Computer Vision and Pattern Recognition · Computer Science 2022-10-05 Preetam Ghosh , Swalpa Kumar Roy , Bikram Koirala , Behnood Rasti , Paul Scheunders

The Hawkes self-excited point process provides an efficient representation of the bursty intermittent dynamics of many physical, biological, geological and economic systems. By expressing the probability for the next event per unit time…

Statistical Mechanics · Physics 2020-09-23 Kiyoshi Kanazawa , Didier Sornette

Neural Processes (NPs) are a rapidly evolving class of models designed to directly model the posterior predictive distribution of stochastic processes. Originally developed as a scalable alternative to Gaussian Processes (GPs), which are…

Machine Learning · Computer Science 2026-04-20 Daniel Jenson , Jhonathan Navott , Mengyan Zhang , Makkunda Sharma , Elizaveta Semenova , Seth Flaxman

Time series prediction plays a crucial role in various industrial fields. In recent years, neural networks with a transformer backbone have achieved remarkable success in many domains, including computer vision and NLP. In time series…

Machine Learning · Computer Science 2023-10-10 Qingkui Chen , Yiqin Zhang

Hawkes processes are a class of simple point processes that are self-exciting and have clustering effect, with wide applications in finance, social networks and many other fields. This paper considers a self-exciting Hawkes process where…

Trading and Market Microstructure · Quantitative Finance 2018-01-10 Xuefeng Gao , Xiang Zhou , Lingjiong Zhu

It has been demonstrated that deep neural networks outperform traditional machine learning. However, deep networks lack generalisability, that is, they will not perform as good as in a new (testing) set drawn from a different distribution…

Machine Learning · Computer Science 2022-06-28 Bruno Casella , Alessio Barbaro Chisari , Sebastiano Battiato , Mario Valerio Giuffrida

Recurrent neural networks (RNNs) have long been an architecture of interest for computational models of human sentence processing. The recently introduced Transformer architecture outperforms RNNs on many natural language processing tasks…

Computation and Language · Computer Science 2022-03-31 Danny Merkx , Stefan L. Frank

Transformers have achieved significant success across various domains, relying on self-attention to capture dependencies. However, the standard first-order attention mechanism is often limited by a low-rank bottleneck, struggling to capture…

Computation and Language · Computer Science 2025-12-05 Hanting Chen , Chong Zhu , Kai Han , Yuchuan Tian , Yuchen Liang , Tianyu Guo , Xinghao Chen , Dacheng Tao , Yunhe Wang